Historical Futures and Future Options

AlgoSeek has historical Futures and Future Options from June 2009 to present from the CME, NYMEX, COMEX and CBOT. The historical data includes every expiration contract for each trading day for base futures, spreads and future options. Choose from a variey of data formats.

Data Formats

Trades and Quotes/Tick

Bid/Ask, Trades, Settlement prices all with millisecond timestamps. Trades show if buyer or seller initiated.

Trades Only

Every Trade for every expiration and shows if buyer or seller initiated.